Honestly... I would go with JavaScript as your first. It is extremely simple to use because you don't need to download anything at all, it is well documented, and it is a fairly important language because so much of the internet uses it. All you need is a browser's console to start using it.
Firefox with the Firebug extension is pretty good for playing with more complex JavaScript but you can get to the console in all of the browsers fairly easily. CTRL + Shift + J will open it in Chrome and CTRL + Shift + K will open it in Firefox. Hitting F12 then CTRL + 2 will take you to it in Internet Explorer as well.
You can do some pretty basic stuff with JavaScript and you can still get pretty advanced if you care to do so. Knowing HTML and CSS will help you with JS as well.
As far as Java... it isn't too bad but it takes a bit more to set it up and get it ready.
You need the JDK which you can find here:
http://www.oracle.com/technetwork/java/javase/downloads/index.html?ssSourceSiteId=otnjp
You just need the standard edition. You won't need the EE stuff if you are just learning. If you want the easiest route you can just get the JDK 8u5 with Netbeans. Netbeans is an IDE so that would give you everything you need to get started really. Obviously you want to grab the right version of the JDK for your operating system. I have no clue what you are using so I can't give you an exact link but that link is close enough that you can figure it out. Most likely you will be using one of the Windows JDK downloads.
If you scroll down that page a bit you will see
JDK 8u5 with NetBeans 8.0 and JDK 7u60 with NetBeans 8.0
You can get one of those if you want. JDK 7 would be for Java SE 7 development which is a bit more common right now. JDK 8 is for Java SE 8.
That is if you want the bundle. I normally keep Netbeans around because I prefer it for some things. It doesn't hurt to have more than one IDE if you like them but I wouldn't worry too much about which IDE you go with right now.
Eclipse is another IDE. It is a stand alone exe.
http://www.eclipse.org/downloads/
You can go with the Eclipse Standard or Eclipse for Java Developers.
My personal favorite is IntelliJ IDEA here:
http://www.jetbrains.com/idea/
It costs a bit but they have a community edition here:
http://www.jetbrains.com/idea/download/
To be honest it doesn't really matter which route you go as long as you have the JDK installed. I think they tend to find it automatically but if not you can find info online about how to point the IDE to the right JDK once you decide on an IDE to use.
Java is also used in Android development if you care to look into that later. It is actually a pretty similar language to C in a lot of ways so it isn't a horrible starting point once you get into "real" programming instead of something like JavaScript if you go that route. Honestly it doesn't really matter what direction you go when you start out as long as it is a direction you enjoy going because your enjoyment will determine how much time you will be willing to put into it. I don't think there is really a "best" direction. Some might be a little easier to get started into and some might be a little more basic but you will learn about the same in the end. The ACT of programming doesn't change too drastically from language to language.